+6,875.0%
MELI vs SIMO
+1,964.6%
+4,910.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.2% | -8.8% | -4.2% |
| 7D | -1.9% | +14.6% | -16.5% | -5.5% |
| 30D | +5.8% | +6.2% | -0.4% | +2.8% |
| 3M | +19.5% | +3.6% | +15.9% | +13.1% |
| 6M | +7.7% | +130.8% | -123.0% | -22.8% |
| YTD | -4.4% | +195.8% | -200.1% | -37.4% |
| 1Y | -17.9% | +225.0% | -242.9% | -48.1% |
| 3Y | +34.9% | +452.3% | -417.4% | -30.1% |
| 5Y | +1.1% | +303.6% | -302.5% | -45.3% |
| 10Y | +955.8% | +528.8% | +427.0% | +360.6% |
| All | +6,875.0% | +1,964.6% | +4,910.4% | +1,169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SIMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling